Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51725.04 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48525.98 Kr¶

PnL: ---------------------------------------> -561.59 Kr¶

DD now: ---------------------------------> -0.422 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 16:15:52.367430'

Anic Portfolio¶

Today¶

Return: 0.166 %¶

This Week¶

Return: 8.832 %¶

Total¶

Return: 69.334 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.420000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 3.960000 809.200000 136.200000 20.240000 673.000000
Nordea Bank Abp 29 1.330000 3578.600000 124.600000 3.610000 3453.999992
Fasadgruppen Group 38 1.640000 4233.200000 92.200000 2.230000 4140.999992
HEBA B 70 1.830000 2723.000000 87.000000 3.300000 2636.000010
SAAB B 8 0.940000 3448.800000 71.800000 2.130000 3377.000000
Swedbank A 3 3.090000 619.800000 55.800000 9.890000 564.000000
Resurs Holding 22 1.190000 618.640000 44.640000 7.780000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.290000 392.400000 37.400000 10.540000 355.000000
AcadeMedia 12 -0.120000 590.640000 33.640000 6.040000 557.000004
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.260000 551.600000 24.600000 4.670000 527.000000
OEM International B 7 1.290000 549.500000 21.500000 4.070000 527.999997
Sampo Oyj SDB 7 1.100000 3864.000000 14.000000 0.360000 3850.000000
Eastnine 4 0.640000 504.000000 13.000000 2.650000 491.000000
Securitas B 6 1.740000 582.000000 12.000000 2.110000 570.000000
Coor Service Management Hold. 8 1.270000 540.800000 8.800000 1.650000 532.000000
Fastighetsbolag. Emilshus Pref 21 -1.100000 565.950000 3.950000 0.700000 562.000005
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Boozt 12 1.550000 1656.000000 2.000000 0.120000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 0.100000 247.440000 1.440000 0.590000 246.000000
Handelsbanken A 5 0.550000 547.250000 1.250000 0.230000 546.000000
Creaspac SPAC 6 -0.410000 576.600000 -0.400000 -0.070000 577.000002
Corem Property Group B 59 1.730000 573.480000 -3.520000 -0.610000 576.999999
Midsona B 63 0.440000 577.710000 -5.290000 -0.910000 582.999984
CTEK 13 1.690000 508.300000 -25.700000 -4.810000 533.999999
International Petroleum Corp. 5 -0.710000 558.500000 -36.070000 -6.070000 594.565215
Essity B 2 -2.050000 534.200000 -39.800000 -6.930000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.650000 1074.000000 -75.000000 -6.530000 1149.000000
OX2 22 4.410000 1848.000000 -141.000000 -7.090000 1989.000002
Beijer Electronics Group 27 -2.160000 2937.600000 -146.400000 -4.750000 3083.999994
Axfood 15 -4.020000 3871.500000 -428.500000 -9.970000 4300.000005
Ovzon 64 -1.880000 3334.400000 -661.600000 -16.560000 3996.000000
TOTAL 48525.980000 -561.590000 -0.42226% 49087.564636

Updated:¶

'2023-02-01 16:16:05.668065'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶